Arbitrage, the limit order book and market microstructure aspects in financial market models
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Author
Date
2007Type
- Doctoral Thesis
ETH Bibliography
yes
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Permanent link
https://doi.org/10.3929/ethz-a-005369031Publication status
publishedExternal links
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ETHSubject
ARBITRAGETHEORIE (OPERATIONS RESEARCH); BÖRSENKURSE (FINANZEN); WARTESCHLANGENTHEORIE (OPERATIONS RESEARCH); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); ARBITRAGE THEORY (OPERATIONS RESEARCH); STOCK EXCHANGE SHARE PRICE (FINANCE); QUEUEING THEORY (OPERATIONS RESEARCH); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY)Organisational unit
03440 - Delbaen, Freddy
Notes
Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 17121, 2007.More
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ETH Bibliography
yes
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